LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 770 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 109.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 896.05 | 109.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 859.70 | 129.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.00
Historical price for 770 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 109.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 109.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 129.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 30SEP2025 770 PE | |||||||
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Delta: -0.01
Vega: 0.04
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 0.25 | -1.95 | 48.31 | 4 | 0 | 7 |
| 14 Sept | 896.05 | 2.2 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 859.70 | 17.75 | 0 | 8.77 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.01
Historical price for 770 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 0.25, which was -1.95 lower than the previous day. The implied volatity was 48.31, the open interest changed by 0 which decreased total open position to 7
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was 8.77, the open interest changed by 0 which decreased total open position to 0
